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DOI: 10.5445/IR/1000021199

Statistical Methods of Strategic Portfolio Management for Fund of Funds

Stein, Michael

Abstract:
A 'fund of funds (FoF)' is an investment fund that invests in other investment funds rather than investing directly in shares, bonds, or other securities. Sometimes referred to as multi-manager funds, these investment funds pose 'apart from the challenges that arise for every portfolio to be managed' special problems to their management teams. Several concepts and statistical methods are applied to problems that one faces when managing a FoF, laying the focus on direct solutions.


Zugehörige Institution(en) am KIT Institut für Wirtschaftstheorie und Statistik (ETS)
Publikationstyp Hochschulschrift
Jahr 2010
Sprache Englisch
Identifikator URN: urn:nbn:de:swb:90-211997
KITopen-ID: 1000021199
Verlag Karlsruhe
Abschlussart Dissertation
Fakultät Fakultät für Wirtschaftswissenschaften (WIWI)
Institut Institut für Wirtschaftstheorie und Statistik (ETS)
Prüfungsdaten 13.12.2010
Referent/Betreuer Prof. S. Rachev
Schlagworte Statistical Methods, Strategic Portfolio Management, Fund of Funds, Asset Management, FoF
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